Code Set BusinessDayConventionCodeSet Scenario base

SYNOPSIS: The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.

ID Datatype
40921int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
40921001NotApplicable0SYNOPSIS: Not applicable
ELABORATION: Business day convention is not applicable.
✓FIX.5.0SP2161FIX.5.0SP2169
40921002None1SYNOPSIS: None (current day)
✓FIX.5.0SP2161FIX.5.0SP2195
40921003FollowingDay2SYNOPSIS: Following day
ELABORATION: The following business day.
✓FIX.5.0SP2161FIX.5.0SP2169
40921004FloatingRateNote3SYNOPSIS: Floating rate note
ELABORATION: The FRN business day convention.
✓FIX.5.0SP2161FIX.5.0SP2169
40921005ModifiedFollowingDay4SYNOPSIS: Modified following day
ELABORATION: The modified following business day.
✓FIX.5.0SP2161FIX.5.0SP2169
40921006PrecedingDay5SYNOPSIS: Preceding day
ELABORATION: The preceding business day.
✓FIX.5.0SP2161FIX.5.0SP2169
40921007ModifiedPrecedingDay6SYNOPSIS: Modified preceding day
ELABORATION: The modified preceding business day.
✓FIX.5.0SP2161FIX.5.0SP2169
40921008NearestDay7SYNOPSIS: Nearest day
ELABORATION: The nearest applicable business day.
✓FIX.5.0SP2161FIX.5.0SP2169